DetMCD: Implementation of the DetMCD Algorithm (Robust and Deterministic Estimation of Location and Scatter)

Implementation of DetMCD, a new algorithm for robust and deterministic estimation of location and scatter. The benefits of robust and deterministic estimation are explained in Hubert, Rousseeuw and Verdonck (2012) <doi:10.1080/10618600.2012.672100>.

Version: 0.0.5
Depends: robustbase, pcaPP
LinkingTo: Rcpp, RcppEigen
Suggests: mvtnorm, MASS
Published: 2018-05-19
Author: Vakili Kaveh [aut, cre], Mia Hubert [ths]
Maintainer: Vakili Kaveh <vakili.kaveh.email at gmail.com>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
CRAN checks: DetMCD results

Downloads:

Reference manual: DetMCD.pdf
Package source: DetMCD_0.0.5.tar.gz
Windows binaries: r-devel: DetMCD_0.0.5.zip, r-devel-gcc8: DetMCD_0.0.5.zip, r-release: DetMCD_0.0.5.zip, r-oldrel: DetMCD_0.0.5.zip
OS X binaries: r-release: DetMCD_0.0.5.tgz, r-oldrel: DetMCD_0.0.5.tgz
Old sources: DetMCD archive

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